+802.1%
XLB vs ZBRA
+2,683.4%
-1,881.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.5% |
| 7D | -2.9% | -1.8% | -1.2% | -2.5% |
| 30D | -3.4% | -8.8% | +5.4% | -1.1% |
| 3M | +1.6% | +47.2% | -45.6% | -9.2% |
| 6M | +3.6% | +61.3% | -57.7% | -10.1% |
| YTD | +14.2% | +42.0% | -27.8% | +1.9% |
| 1Y | +15.6% | +10.5% | +5.1% | +9.4% |
| 3Y | +33.1% | +34.5% | -1.4% | +16.2% |
| 5Y | +35.0% | -40.3% | +75.3% | +40.8% |
| 10Y | +164.5% | +421.5% | -257.0% | +54.1% |
| All | +802.1% | +2,683.4% | -1,881.3% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling